Week # 14-15:Maximum Likelihood Estimation
Introduction to the Maximum Likelihood Estimation
The likelihood function, Properties of ML estimators: consistency
Asymptotic normality, efficiency, Comparison with OLS estimators, Instrumental variable (IV) estimators
Course Material
- Week # 1-2: Regression Analysis using Matrix Notation
- Week # 3-4: Dummy Variables & Chow Test
- Week # 5-6: Restricted Least Squares
- Week # 7-8: Time Series Analysis using E-views
- Week # 9: Mid-Term Examination
- Week # 10-11: Logit Analysis
- Week # 12-13: Probit & Tobit Analysis
- Week # 14-15:Maximum Likelihood Estimation
- Week # 16-17: Panel Data Analysis
- Week # 18: Final Term Examination
- Chapters 10
- Department Economics
- Teacher
Dr. Mahmood ul Hasan
